Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48856.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42172.45 Kr¶

PnL: ---------------------------------------> -260.83 Kr¶

DD now: ---------------------------------> -8.028 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:20:18.448090'

Anic Portfolio¶

Today¶

Return: -0.907 %¶

This Week¶

Return: -0.907 %¶

Total portfolio value¶

Return including deposits: 59.942 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.370000 1660.500000 192.960000 13.150000 1467.540000
Hoist Finance 35 1.790000 995.750000 17.500000 1.790000 978.250000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
Catena 2 1.470000 801.200000 11.600000 1.470000 789.600000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
JM 6 1.110000 871.800000 9.600000 1.110000 862.200000
Atrium Ljungberg B 5 0.860000 941.000000 8.000000 0.860000 933.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
Sagax B 4 0.800000 858.800000 6.800000 0.800000 852.000000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Hexatronic Group 12 0.070000 965.280000 0.720000 0.070000 964.560000
AcadeMedia 8 -0.300000 401.600000 0.400000 0.100000 401.200000
Clas Ohlson B 12 -0.060000 970.200000 -0.600000 -0.060000 970.800000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
SKF B 5 -0.530000 933.000000 -5.000000 -0.530000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Byggmax Group 33 -0.970000 945.120000 -9.240000 -0.970000 954.360000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
OX2 13 -1.100000 937.300000 -10.400000 -1.100000 947.700000
EQT 4 -1.350000 818.400000 -11.200000 -1.350000 829.600000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.220000 898.150000 -20.350000 -2.220000 918.500000
Alimak Group 11 -2.490000 903.100000 -23.100000 -2.490000 926.200000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
VEF 909 -2.450000 1807.090000 -38.180000 -2.070000 1845.270000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Indutrade 5 -3.540000 1171.500000 -43.000000 -3.540000 1214.500000
Bufab 3 -4.180000 1060.200000 -46.200000 -4.180000 1106.400000
Hexagon B 26 -1.660000 3394.300000 -57.200000 -1.660000 3451.500000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -6.860000 1356.060000 -98.940000 -6.800000 1455.000000
TOTAL 42172.450000 -260.830000 -8.02762% 42433.280000

Updated:¶

'2023-07-03 14:20:35.186491'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶